Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47292.57 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45897.59 Kr¶

PnL: ---------------------------------------> -990.98 Kr¶

DD now: ---------------------------------> -2.75 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:05:05.952639'

Anic Portfolio¶

Today¶

Return: -0.299 %¶

This Week¶

Return: -1.295 %¶

Total¶

Return: 54.824 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 16.080000 802.800000 129.800000 19.290000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.490000 3424.800000 47.800000 1.420000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.100000 392.400000 37.400000 10.540000 355.000000
Intrum 4 5.880000 561.400000 34.400000 6.530000 527.000000
Corem Property Group B 59 -1.150000 610.060000 33.060000 5.730000 576.999999
Resurs Holding 22 -0.880000 596.640000 22.640000 3.940000 573.999998
AcadeMedia 12 -1.150000 578.880000 21.880000 3.930000 557.000004
Eastnine 4 1.590000 510.400000 19.400000 3.950000 491.000000
Boozt 12 -0.140000 1665.600000 11.600000 0.700000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
Swedbank A 3 -1.660000 570.150000 6.150000 1.090000 564.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
OEM International B 7 -1.170000 531.300000 3.300000 0.630000 527.999997
Securitas B 6 -1.000000 573.000000 3.000000 0.530000 570.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.390000 246.720000 0.720000 0.290000 246.000000
Coor Service Management Hold. 8 -0.520000 532.400000 0.400000 0.080000 532.000000
CTEK 13 -0.490000 526.500000 -7.500000 -1.400000 533.999999
Handelsbanken A 5 -1.020000 534.250000 -11.750000 -2.150000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -1.610000 550.200000 -23.800000 -4.150000 574.000000
Nordea Bank Abp 29 -1.320000 3423.160000 -30.840000 -0.890000 3453.999992
Beijer Electronics Group 26 -6.620000 2932.800000 -38.200000 -1.290000 2971.000006
International Petroleum Corp. 5 -0.090000 552.000000 -42.570000 -7.160000 594.565215
Essity A 4 -2.500000 1090.000000 -59.000000 -5.130000 1149.000000
Vivesto 1368 1.590000 542.000000 -71.000000 -11.580000 612.999432
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
Axfood 13 -1.710000 3515.200000 -240.800000 -6.410000 3756.000001
OX2 18 -0.060000 1402.200000 -261.800000 -15.730000 1663.999992
Ovzon 52 -0.940000 2735.200000 -626.800000 -18.640000 3361.999992
TOTAL 45897.590000 -990.980000 -2.75% 46888.564618

Updated:¶

'2023-01-26 10:05:19.094612'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶